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基于Matlab的时序全局主成分分析方法及应用
引用本文:万伦来,干俊峰,余晓钰. 基于Matlab的时序全局主成分分析方法及应用[J]. 华东经济管理, 2010, 24(1): 150-153. DOI: 10.3969/j.issn.1007-5097.2010.01.036
作者姓名:万伦来  干俊峰  余晓钰
作者单位:合肥工业大学,人文经济学院,安徽,合肥,230009
基金项目:安徽省自然科学基金项目“区域经济与生态环境统筹协调发展的宏观监测方法及应用研究”(090416241)
摘    要:时序全局主成分分析法是经典的主成分分析法和时间序列分析法的结合,可以用来了解系统的总体水平随时间的变化轨迹。文章编写了一个Matlab函数来实现时序全局主成分分析法的全部运算过程,并对安徽省国民经济的发展态势进行了动态分析。

关 键 词:时序全局主成分分析  Matlab  动态分析

The Realization of Time Series Analysis and All-around PCA by Matlab and Apply Research
WAN Lun-lai,GAN Jun-feng,YU Xiao-yu. The Realization of Time Series Analysis and All-around PCA by Matlab and Apply Research[J]. East China Economic Management, 2010, 24(1): 150-153. DOI: 10.3969/j.issn.1007-5097.2010.01.036
Authors:WAN Lun-lai  GAN Jun-feng  YU Xiao-yu
Affiliation:School of Humanities and Economy;Hefei University of Technology;Hefei 230009;China
Abstract:The time series analysis and all-around PCA is the combination of classical principal component analysis and time series analysis method.It can be used to know the overall level of system track with time change.This paper will compile a Matlab function to come true all the computing process of time series analysis and all-around PCA,and the dynamic analysis of the economic development of AnHui province is done.The result what is accord with the realities has proves the Matlab function is right.
Keywords:all-around PCA  matlab  dynamic analysis  
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